What are the most famous (or most beautiful, IYO) finite sets in mathematics? I'm especially looking for 'large' sets that contain more than $2^{10} \approx 1000$ but fewer than $2^{20} \approx 1{,}000{,}000$ elements.
I'll start the ball rolling with the five platonic solids. (Unfortunately not large.)
The sporadic groups? In particular they are finite sets... quite a few are too big to fit into your range, but the smallest (Mathieu groups) would do the trick.
http://en.wikipedia.org/wiki/Sporadic_groups